PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DB vs. UBS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DB and UBS is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

DB vs. UBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deutsche Bank Aktiengesellschaft (DB) and UBS Group AG (UBS). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
-27.78%
189.54%
DB
UBS

Key characteristics

Sharpe Ratio

DB:

1.14

UBS:

0.27

Sortino Ratio

DB:

1.63

UBS:

0.55

Omega Ratio

DB:

1.22

UBS:

1.07

Calmar Ratio

DB:

0.41

UBS:

0.47

Martin Ratio

DB:

5.57

UBS:

1.13

Ulcer Index

DB:

6.33%

UBS:

6.10%

Daily Std Dev

DB:

30.99%

UBS:

25.52%

Max Drawdown

DB:

-94.17%

UBS:

-59.82%

Current Drawdown

DB:

-80.17%

UBS:

-9.25%

Fundamentals

Market Cap

DB:

$33.14B

UBS:

$100.03B

EPS

DB:

$2.01

UBS:

$1.28

PE Ratio

DB:

8.34

UBS:

24.53

PEG Ratio

DB:

7.75

UBS:

0.40

Total Revenue (TTM)

DB:

$48.62B

UBS:

$45.68B

Gross Profit (TTM)

DB:

$56.71B

UBS:

$45.13B

EBITDA (TTM)

DB:

$11.26B

UBS:

$5.28B

Returns By Period

In the year-to-date period, DB achieves a 30.51% return, which is significantly higher than UBS's 1.02% return. Over the past 10 years, DB has underperformed UBS with an annualized return of -3.14%, while UBS has yielded a comparatively higher 11.11% annualized return.


DB

YTD

30.51%

1M

0.47%

6M

8.80%

1Y

33.46%

5Y*

19.18%

10Y*

-3.14%

UBS

YTD

1.02%

1M

-5.80%

6M

-3.72%

1Y

1.64%

5Y*

25.72%

10Y*

11.11%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DB vs. UBS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Bank Aktiengesellschaft (DB) and UBS Group AG (UBS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for DB, currently valued at 1.14, compared to the broader market-4.00-2.000.002.001.140.27
The chart of Sortino ratio for DB, currently valued at 1.63, compared to the broader market-4.00-2.000.002.004.001.630.55
The chart of Omega ratio for DB, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.07
The chart of Calmar ratio for DB, currently valued at 0.63, compared to the broader market0.002.004.006.000.630.47
The chart of Martin ratio for DB, currently valued at 5.57, compared to the broader market0.0010.0020.005.571.13
DB
UBS

The current DB Sharpe Ratio is 1.14, which is higher than the UBS Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of DB and UBS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.14
0.27
DB
UBS

Dividends

DB vs. UBS - Dividend Comparison

DB's dividend yield for the trailing twelve months is around 2.85%, less than UBS's 3.50% yield.


TTM20232022202120202019201820172016201520142013
DB
Deutsche Bank Aktiengesellschaft
2.85%2.40%1.84%0.00%0.00%1.58%1.58%1.11%0.00%3.86%3.65%2.25%
UBS
UBS Group AG
3.50%1.78%2.68%2.07%10.34%5.48%5.24%3.30%9.41%4.11%0.00%0.00%

Drawdowns

DB vs. UBS - Drawdown Comparison

The maximum DB drawdown since its inception was -94.17%, which is greater than UBS's maximum drawdown of -59.82%. Use the drawdown chart below to compare losses from any high point for DB and UBS. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-38.05%
-9.25%
DB
UBS

Volatility

DB vs. UBS - Volatility Comparison

Deutsche Bank Aktiengesellschaft (DB) has a higher volatility of 8.59% compared to UBS Group AG (UBS) at 7.32%. This indicates that DB's price experiences larger fluctuations and is considered to be riskier than UBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.59%
7.32%
DB
UBS

Financials

DB vs. UBS - Financials Comparison

This section allows you to compare key financial metrics between Deutsche Bank Aktiengesellschaft and UBS Group AG. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab